Developer Guide

Welcome to the Market Risk Accelerator Developer Guide

    Release and migration notes

    Details of the new features, improvements, fixes and known issues in the Accelerator, plus changes required to migrate to the stated version of the Accelerator

    Getting Started

    This section provides guidance on setting up your environment, working with the libraries and the MR application, configuring calculations, managing bookmarks, and customizing the Market Risk Accelerator.

    The Market Risk Application

    This section explains the elements provided in the Market Risk application; input file formats, DLC (data load controller), ETL (extract / transform / load)

    Market Risk Libraries

    The Market Risk Libraries and using Dr Pivot to view postprocessing chains.

    Extending the Accelerator

    This section explains how to use the available extensions and configure cubes with Java. It also provides guidelines for developing on the Accelerator.

    Configuring Accelerator tools and methodologies

    Learn about the tools available for configuring bookmarks, creating dynamic maturities, and adding risk classes

    Sign-Off

    Details of the Sign-Off API and supported sign-off adjustments

    What-If

    Details of the What-If API and supported what-if operations